Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
15,534.49 |
15,528.57 |
-5.92 |
0.0% |
15,543.97 |
High |
15,593.91 |
15,634.32 |
40.41 |
0.3% |
15,604.22 |
Low |
15,479.13 |
15,492.96 |
13.83 |
0.1% |
15,405.16 |
Close |
15,520.59 |
15,499.54 |
-21.05 |
-0.1% |
15,558.83 |
Range |
114.78 |
141.36 |
26.58 |
23.2% |
199.06 |
ATR |
120.51 |
122.00 |
1.49 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,966.35 |
15,874.31 |
15,577.29 |
|
R3 |
15,824.99 |
15,732.95 |
15,538.41 |
|
R2 |
15,683.63 |
15,683.63 |
15,525.46 |
|
R1 |
15,591.59 |
15,591.59 |
15,512.50 |
15,566.93 |
PP |
15,542.27 |
15,542.27 |
15,542.27 |
15,529.95 |
S1 |
15,450.23 |
15,450.23 |
15,486.58 |
15,425.57 |
S2 |
15,400.91 |
15,400.91 |
15,473.62 |
|
S3 |
15,259.55 |
15,308.87 |
15,460.67 |
|
S4 |
15,118.19 |
15,167.51 |
15,421.79 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,119.92 |
16,038.43 |
15,668.31 |
|
R3 |
15,920.86 |
15,839.37 |
15,613.57 |
|
R2 |
15,721.80 |
15,721.80 |
15,595.32 |
|
R1 |
15,640.31 |
15,640.31 |
15,577.08 |
15,681.06 |
PP |
15,522.74 |
15,522.74 |
15,522.74 |
15,543.11 |
S1 |
15,441.25 |
15,441.25 |
15,540.58 |
15,482.00 |
S2 |
15,323.68 |
15,323.68 |
15,522.34 |
|
S3 |
15,124.62 |
15,242.19 |
15,504.09 |
|
S4 |
14,925.56 |
15,043.13 |
15,449.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,634.32 |
15,405.16 |
229.16 |
1.5% |
118.31 |
0.8% |
41% |
True |
False |
|
10 |
15,634.32 |
15,405.16 |
229.16 |
1.5% |
99.36 |
0.6% |
41% |
True |
False |
|
20 |
15,634.32 |
14,858.93 |
775.39 |
5.0% |
105.40 |
0.7% |
83% |
True |
False |
|
40 |
15,634.32 |
14,551.27 |
1,083.05 |
7.0% |
149.09 |
1.0% |
88% |
True |
False |
|
60 |
15,634.32 |
14,551.27 |
1,083.05 |
7.0% |
144.87 |
0.9% |
88% |
True |
False |
|
80 |
15,634.32 |
14,444.03 |
1,190.29 |
7.7% |
141.51 |
0.9% |
89% |
True |
False |
|
100 |
15,634.32 |
14,373.32 |
1,261.00 |
8.1% |
134.28 |
0.9% |
89% |
True |
False |
|
120 |
15,634.32 |
13,784.01 |
1,850.31 |
11.9% |
130.73 |
0.8% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,235.10 |
2.618 |
16,004.40 |
1.618 |
15,863.04 |
1.000 |
15,775.68 |
0.618 |
15,721.68 |
HIGH |
15,634.32 |
0.618 |
15,580.32 |
0.500 |
15,563.64 |
0.382 |
15,546.96 |
LOW |
15,492.96 |
0.618 |
15,405.60 |
1.000 |
15,351.60 |
1.618 |
15,264.24 |
2.618 |
15,122.88 |
4.250 |
14,892.18 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
15,563.64 |
15,556.73 |
PP |
15,542.27 |
15,537.66 |
S1 |
15,520.91 |
15,518.60 |
|